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math.OC2026
Infinite Horizon Mean-Field Terminal Value Problem
Uğur Aydın, Tamer Başar, Naci Saldi
We introduce a class of finite- and infinite-horizon discrete-time control problems for studying macroscale systems in discrete time, which we refer to as mean-field terminal value…
math.OC2026
Monotone Inclusion Approach to Weakly Monotone Discrete-Time Finite-Horizon Mean-Field Games
Uğur Aydın, Tamer Başar, Naci Saldi
We revisit the problem of computing mean-field equilibria (MFEs) in discrete-time, monotone, finite-horizon mean-field games (MFGs). We show that, when the transition kernel is ind…
math.OC2026
Variational Contraction Conditions for Iterative Algorithms in Multi-Population Discrete-Time Regularized Mean-Field Games
Uğur Aydın, Tamer Başar
In this work, we study the contraction conditions of iterative algorithms for stationary and finite-horizon discrete-time regularized mean-field games (MFGs) with multiple populati…